This is a portrait of John Churchill, the 1st Duke of Marlborough, but it's not a painting. It is part of a large tapestry called the Blenheim Tapestry.

The Duke appears in all the tapestries in the Palace except one. You can always spot him because he wears a red coat with gold buttons and he has gold spurs. He usually rides a grey horse, but sometimes he rides a brown one. You know it's the Duke if he is carrying his Baton (stick) of Office in his hand.